The lumpability property for a family of Markov chains on poset block structures

Daniele D'Angeli, Alfredo Donno

Publikation: Beitrag in einer FachzeitschriftArtikelBegutachtung

Abstract

We construct different classes of lumpings for a family of Markov chain products which reflect the structure of a given finite poset. We essentially use combinatorial methods. We prove that, for such a product, every lumping can be obtained from the action of a suitable subgroup of the generalized wreath product of symmetric groups, acting on the underlying poset block structure, if and only if the poset defining the Markov process is totally ordered, and one takes the uniform Markov operator in each factor state space. Finally we show that, when the state space is a homogeneous space associated with a Gelfand pair, the spectral analysis of the corresponding lumped Markov chain is completely determined by the decomposition of the group action into irreducible submodules.
Originalspracheenglisch
Seiten (von - bis)367-391
FachzeitschriftAdvances in Applied Probability
Jahrgang51
Ausgabenummer3
DOIs
PublikationsstatusVeröffentlicht - 2013

Fields of Expertise

  • Information, Communication & Computing

Treatment code (Nähere Zuordnung)

  • Application
  • Theoretical

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